View source: R/ensembleBMAgamma.R

ensembleBMAgamma | R Documentation |

Fits a Bayesian Model Averaging mixture of gammas to ensemble forecasts. Intended for predicting wind speed. Allows specification of a training period and forecasting dates.

ensembleBMAgamma( ensembleData, trainingDays, dates = NULL, control = controlBMAgamma(), exchangeable = NULL)

`ensembleData` |
An |

`trainingDays` |
An integer giving the number of time steps (e.g. days) in the training period. There is no default. |

`dates` |
The dates for which forecasting models are desired.
By default, this will be all dates in |

`control` |
A list of control values for the fitting functions. The defaults are
given by the function |

`exchangeable` |
A numeric or character vector or factor indicating groups of
ensemble members that are exchangeable (indistinguishable).
The models fit will have equal weights and parameters within each group.
The default determines exchangeability from |

The output is for all of the `dates`

in `ensembleBMA`

, so there
will be missing entries denoted by `NA`

for dates that are too recent
to be forecast with the training rule.

The following methods are available for `ensembleBMAgamma0`

objects:
`cdf`

, `quantileForecast`

, `modelParameters`

,
`brierScore`

, `crps`

, `CRPS`

and `MAE`

.

A list with the following output components:

`training` |
A list containing information on the training length and lag and the number of instances used for training for each modeling day. |

`prob0coefs` |
The fitted coefficients in the model for the point mass at 0 (probability of zero precipitaion) for each member of the ensemble at each date. |

`biasCoefs` |
The fitted coefficients in the model for the mean of the gamma components for each member of the ensemble at each date (bias correction). |

`varCoefs` |
The fitted coefficients for the model for the variance of gamma components for each date. The coefficients are the same for all members of the ensemble. |

`weights` |
The fitted BMA weights for the gamma components for each ensemble member at each date. |

`power` |
A scalar value giving to the power by which the data was transformed
to fit the models for the point mass at 0 and the bias model.
The untransformed forecast is used to fit the variance model.
This is input as part of |

J. M. Sloughter, T. Gneiting and A. E. Raftery,
Probabilistic wind speed forecasting
using ensembles and Bayesian model averaging,
*Journal of the American Statistical Association, 105:25–35, 2010*.

C. Fraley, A. E. Raftery, T. Gneiting and J. M. Sloughter,
`ensembleBMA`

: An `R`

Package for Probabilistic Forecasting
using Ensembles and Bayesian Model Averaging,
Technical Report No. 516R, Department of Statistics, University of
Washington, 2007 (revised 2010).

`ensembleData`

,
`controlBMAgamma`

,
`fitBMAgamma`

,
`cdf`

,
`quantileForecast`

,
`modelParameters`

,
`brierScore`

,
`crps`

,
`MAE`

data(ensBMAtest) ensMemNames <- c("gfs","cmcg","eta","gasp","jma","ngps","tcwb","ukmo") obs <- paste("MAXWSP10","obs", sep = ".") ens <- paste("MAXWSP10", ensMemNames, sep = ".") winsTestData <- ensembleData( forecasts = ensBMAtest[,ens], dates = ensBMAtest[,"vdate"], observations = ensBMAtest[,obs], station = ensBMAtest[,"station"], forecastHour = 48, initializationTime = "00") ## Not run: # R check winsTestFit <- ensembleBMAgamma(winsTestData, trainingDays = 30, control = controlBMAgamma(startupSpeed = 1)) ## equivalent to ## winsTestFit <- ensembleBMA(winsTestData, trainingDays = 30, ## model = "gamma") ## End(Not run) # for quick run only; use more training days for forecasting winsTestFit <- ensembleBMAgamma(winsTestData[1:14,], trainingDays = 5, control = controlBMAgamma(startupSpeed = 1))

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